+6,046.8%
HUM vs FICO
+78,645.2%
-72,598.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.4% |
| 7D | +4.6% | -0.9% | +5.6% | +4.8% |
| 30D | +9.6% | +3.3% | +6.3% | +8.7% |
| 3M | +18.4% | -31.7% | +50.1% | +22.9% |
| 6M | +76.9% | -34.0% | +110.8% | +83.1% |
| YTD | +71.0% | -58.3% | +129.3% | +87.9% |
| 1Y | +75.0% | -57.9% | +132.9% | +92.0% |
| 3Y | -7.7% | -24.1% | +16.4% | -8.9% |
| 5Y | +0.6% | +85.3% | -84.7% | -14.8% |
| 10Y | +182.1% | +520.3% | -338.2% | +102.1% |
| All | +6,046.8% | +78,645.2% | -72,598.4% | +3,151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling